caling getDepth.php I stumbled on some data that contains bids that are higher than asks. That can be seen in orderbook data with the following unix timestamps (for getting human readable date use $date -d@[unixtime]): 1325249854 1325249914 1325249975 1325319825 1325441984 1325545019 1325595982 1325597938 1325625735 1325645568 1325660473 1326656827 1328089365 1328089676 1328089737
So does MtGox stream "orders as arrived" without any processing or is this some kind of anomaly? From 6. 2011 till 9. 2012 with about 3min resolution I counted around 300 instances of such anomalies. Any thoughts on what could be going on? Is this common for other exchanges?
